Prof. Malamud awarded the 2015 INQUIRE joint seminar prize
© 2015 EPFL
The joint prize committee of INQUIRE UK and INQUIRE Europe has awarded Prof. Malamud the 2015 INQUIRE JOINT SEMINAR prize for his
presentation on 17th March 2015 at Inquire Coombe Abbey seminar of his paper on Portfolio Selection with Options.
This prize is awarded each year by INQUIRE UK and INQUIRE Europe for the best paper presented at their joint spring seminar.
The committee found that Malamud's paper was introducing dynamic option trading and non-linear views into the classic portfolio selection problem to be an innovative contribution to the literature of portfolio theory, and one which has the potential to open new avenues both of research and investment management.
The prize will be presented officially at Inquire next joint spring seminar which will be held 13 - 15 March 2016 in Amsterdam.